State Space Kriging model for emulating complex nonlinear dynamical systems under stochastic excitation
Fuente:
arXiv
Salvato in:
| Autori principali: | , , , |
|---|---|
| Natura: | Preprint |
| Pubblicazione: |
2024
|
| Soggetti: | |
| Accesso online: | |
| Tags: |
Aggiungi Tag
Nessun Tag, puoi essere il primo ad aggiungerne!!
|
| _version_ | 1866929485936328704 |
|---|---|
| author | Chenga, Kai Papaioannoua, Iason Lyub, MengZe Straub, Daniel |
| author_facet | Chenga, Kai Papaioannoua, Iason Lyub, MengZe Straub, Daniel |
| contents | We present a new surrogate model for emulating the behavior of complex nonlinear dynamical systems with external stochastic excitation. The model represents the system dynamics in state space form through a sparse Kriging model. The resulting surrogate model is termed state space Kriging (S2K) model. Sparsity in the Kriging model is achieved by selecting an informative training subset from the observed time histories of the state vector and its derivative with respect to time. We propose a tailored technique for designing the training time histories of state vector and its derivative, aimed at enhancing the robustness of the S2K prediction. We validate the performance of the S2K model with various benchmarks. The results show that S2K yields accurate prediction of complex nonlinear dynamical systems under stochastic excitation with only a few training time histories of state vector. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2409_02462 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | State Space Kriging model for emulating complex nonlinear dynamical systems under stochastic excitation Chenga, Kai Papaioannoua, Iason Lyub, MengZe Straub, Daniel Dynamical Systems We present a new surrogate model for emulating the behavior of complex nonlinear dynamical systems with external stochastic excitation. The model represents the system dynamics in state space form through a sparse Kriging model. The resulting surrogate model is termed state space Kriging (S2K) model. Sparsity in the Kriging model is achieved by selecting an informative training subset from the observed time histories of the state vector and its derivative with respect to time. We propose a tailored technique for designing the training time histories of state vector and its derivative, aimed at enhancing the robustness of the S2K prediction. We validate the performance of the S2K model with various benchmarks. The results show that S2K yields accurate prediction of complex nonlinear dynamical systems under stochastic excitation with only a few training time histories of state vector. |
| title | State Space Kriging model for emulating complex nonlinear dynamical systems under stochastic excitation |
| topic | Dynamical Systems |
| url | https://arxiv.org/abs/2409.02462 |